hb/tester/ver.2026/08/09/backtest_results: 2026-01-01 - 2026-07-31 | zz-1d-ls | exchange: Bybit

Pairs
1
Initial Balance
1000.00
Final Balance
10920.85
Total PnL
9920.85 (992.08%)
Total Trades (Win/Los)
2 (2/0)
Win Rate
100.00%
Max Drawdown
4738.44 (31.95%)
Total Fees
11.91
Position avg (max), %
85.56 (101.50)
Profit Factor
n/a
Duration (days)
211.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2026 — 39.62% -14.23% -4.33% 58.85% 57.40% 281.97% — — — — — 994.26%
Report Statistics
Period & Scope
Metric Value
Report range 2026-01-01 - 2026-07-31
Days in test 211.0
Months in test 7
Months with data 6
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 10920.85
Min balance 989.36
Max balance 14829.52
Monthly Performance
Metric Value
Average monthly return (geometric), % 49.00
Average monthly return (arithmetic), % 69.88
Best month, % 281.97
Worst month, % -14.23
PnL, Volume & Fees
Metric Value
Total PnL 9920.85
Total PnL, % 992.08
Gross profit 9983.45
Gross loss 0.00
Trading volume (USDT) 13751.97
Total transactions (buy/sell) 3
Total fees 11.91
Funding net -50.70
Funding accrued (received) 4.95
Funding paid 55.65
Trades
Metric Value
Total Trades 2
Win Trades 2
Los Trades 0
Win Rate, % 100.00
Expectancy per trade 4991.7265
Max consecutive wins 2
Max consecutive losses 0
Risk & Exposure
Metric Value
Position avg, % of margin balance 85.56
Position max, % of margin balance 101.50
Max Drawdown 4738.44
Max Drawdown, % 31.95
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) n/a
Risk/Reward (avg win/avg loss) n/a
Recovery Factor (Total PnL / Max DD) 2.0937
Sharpe ratio (monthly) 2.4463
Sortino ratio (monthly) 39.8719
CAGR, % 6169.44
Calmar ratio (CAGR / Max DD%) 193.0800
Open Positions Size (USDT)
Strategy Charts
USUSDT 1d zigzag | PnL: 9983.45 | Fee: 11.91 | Vol: 13751.97
Details
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  "is_runing": true,
  "description": "",
  "tg_notification": {
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    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
  },
  "exchange": {
    "name": "tester",
    "account": "st",
    "subaccount_name": "",
    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
    "bitmex_limit_post_only": true,
    "bitmex_limit_hidden": false,
    "account_type": "UNIFIED",
    "main_timer": 5000,
    "use_upnl": false,
    "use_frozen_balance": true,
    "bybit_transfer_profit": "",
    "signal": {
      "is_spot": true,
      "signal_symbol": ""
    }
  },
  "basic": {
    "strategy": "zigzag",
    "symbol": "USUSDT",
    "time_frame": "1d",
    "use_long": true,
    "use_short": true,
    "cross_margin": true,
    "leverage": 20.0,
    "use_fix": false,
    "my_fix_balance": 0.0,
    "balance_percentage_long": 100.0,
    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
    "risk_short": 1.0,
    "lot_long": 0.0,
    "lot_short": 0.0,
    "max_balance": 0.0,
    "more_data": false,
    "max_bars": 2000
  },
  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": {
    "length": 9,
    "detection": 8,
    "detection_source": "default"
  },
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
  "rt": null,
  "tv_mapm": null,
  "tv_lsb": null,
  "tv_hss": null,
  "plus_one": null,
  "mrs": null,
  "mrs2": null,
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null,
  "volume_market": null,
  "moving_average_crossover": null,
  "price_vs_ma": null,
  "macd_trend": null
}